Informacje o stanowisku

Global company from fintech industry is looking for a Manager (Treasury Analytics).
Work is in a hybrid model in an office based in Kraków 

You will be responsible for:

• Building new, future-proof modelling solutions
• Using statistical modelling and machine learning techniques to develop prepayment/pipeline models for mortgage products to hedge the risks and assess the IRRBB risk metrics
• Developing the required behavioural models for different products to assess the IRRBB risk metrics
• Designing models and Building tools in Python to test them
• Working together with IT and Financial Engineering teams on the development of the Treasury Platform
• Model Life Cycle
• Coordinating projects, identifying areas for efficiency improvement and documenting all the process changes and improvements to reflect the latest process

• Qualification and expertise in machine learning algorithms/mathematics/statistics
• 3+ years of experience in designing behavioural models
• Knowledge of Python
• Familiarity with financial assets and liabilities and experience with asset pricing and metrics used to govern financial institutions
• Good understanding of the Banking Book Risks: IRRBB risk components and liquidity risks

• Private medical care
• Life insurance
• Multisport card
• Free parking and more!

Kraków - Oferty pracy w okolicznych lokalizacjach